DocumentCode
3482983
Title
Lower bounds on the variance of deterministic signal parameter estimators using Bayesian inference
Author
Huang, Yufei ; Zhang, Jzanqzu Michelle
Author_Institution
Dept. of Electr. Eng., Texas Univ., San Antonio, TX, USA
Volume
6
fYear
2003
fDate
6-10 April 2003
Abstract
Bayesian estimators have been applied for both random and deterministic parameters. In the Bayesian estimation of deterministic parameters, the randomness is introduced only through the observations, and the prior distributions are adopted to impose certain constraints. In such cases, neither the well known Cramer-Rao lower bound (CRLB) or the posterior CRLB can be used reasonably as the performance lower bounds. We extend the theory of CRLB under the Bayesian framework to provide the lower bounds for both unbiased and biased Bayesian estimators of deterministic parameters. An example is provided to show the effectiveness of the proposed lower bound over other popular lower bounds.
Keywords
Bayes methods; inference mechanisms; parameter estimation; signal processing; statistical analysis; Bayesian estimation; Bayesian inference; Cramer-Rao lower bound; biased estimators; deterministic parameters; deterministic signal parameter estimators; posterior CRLB; random parameters; unbiased estimators; variance lower bounds; Bayesian methods; Maximum likelihood estimation; Mean square error methods; Parameter estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). 2003 IEEE International Conference on
ISSN
1520-6149
Print_ISBN
0-7803-7663-3
Type
conf
DOI
10.1109/ICASSP.2003.1201789
Filename
1201789
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